Search: monetary policy

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RBA Glossary definition for monetary policy

monetary policy – monetary policy involves using interest rates to influence aggregate demand, employment and inflation in the economy.

Search Results

Monetary Policy and the Exchange Rate: Evaluation of VAR Models

6 Oct 2010 RDP 2010-07
Jarkko Jääskelä and David Jennings
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2010/2010-07.html

Monetary Policy and the Exchange Rate: Evaluation of VAR Models

1 Sep 2010 RDP 2010-07
Jarkko Jääskelä and David Jennings
Research Discussion Paper – RDP 2010-07 Monetary Policy and the Exchange Rate: Evaluation of VAR Models.
https://www.rba.gov.au/publications/rdp/2010/2010-07/

Introduction

31 Dec 2010 RDP 2010-07
Jarkko Jääskelä and David Jennings
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models 1. ... Several Australian studies have also analysed the impact of monetary policy shocks using similar restrictions.
https://www.rba.gov.au/publications/rdp/2010/2010-07/introduction.html

VAR Models with Simulated Data

31 Dec 2010 RDP 2010-07
Jarkko Jääskelä and David Jennings
The size of the monetary policy shock is normalised to 25 basis points. ... Foreign monetary policy. –. –. –. –. Demand. 0. 0. 0. –. Productivity. 0. 0. 0. –. Monetary policy.
https://www.rba.gov.au/publications/rdp/2010/2010-07/var-models-with-simulated-data.html

References

31 Dec 2010 RDP 2010-07
Jarkko Jääskelä and David Jennings
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models References. ... Bjørnland HC and J Halvorsen (2008), ‘How Does Monetary Policy Respond to Exchange Rate Movements?
https://www.rba.gov.au/publications/rdp/2010/2010-07/references.html

Conclusion

31 Dec 2010 RDP 2010-07
Jarkko Jääskelä and David Jennings
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models 6.Conclusion. ... Download the Paper 335. KB. This paper investigates the ability of vector autoregressive (VAR) models to properly identify monetary policy shocks with data
https://www.rba.gov.au/publications/rdp/2010/2010-07/conclusion.html

Appendix C: Supplementary Figures

31 Dec 2010 RDP 2010-07
Jarkko Jääskelä and David Jennings
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models Appendix C: Supplementary Figures.
https://www.rba.gov.au/publications/rdp/2010/2010-07/appendix-c.html

Appendix B: Data Description and Sources

31 Dec 2010 RDP 2010-07
Jarkko Jääskelä and David Jennings
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models Appendix B: Data Description and Sources.
https://www.rba.gov.au/publications/rdp/2010/2010-07/appendix-b.html

Appendix A: Sign Restriction Algorithm

31 Dec 2010 RDP 2010-07
Jarkko Jääskelä and David Jennings
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models Appendix A: Sign Restriction Algorithm.
https://www.rba.gov.au/publications/rdp/2010/2010-07/appendix-a.html

A Small Open Economy DSGE Model

31 Dec 2010 RDP 2010-07
Jarkko Jääskelä and David Jennings
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models 2. ... where ε. r,t. is an iid monetary policy shock with zero mean and standard deviation σ.
https://www.rba.gov.au/publications/rdp/2010/2010-07/small-open-economy-dsge-model.html